+512.4%
LDOS vs TXT
+105.6%
+406.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -3.7% | -2.5% | -1.1% | -3.2% |
| 30D | +16.4% | +12.8% | +3.5% | +13.1% |
| 3M | +7.4% | -3.6% | +11.0% | +8.1% |
| 6M | -0.3% | -6.9% | +6.6% | +0.9% |
| YTD | -24.0% | -2.2% | -21.9% | -24.2% |
| 1Y | -29.6% | +6.3% | -35.8% | -31.1% |
| 3Y | +35.1% | +10.3% | +24.9% | +30.0% |
| 5Y | +52.9% | +10.6% | +42.3% | +45.4% |
| 10Y | +262.2% | +121.0% | +141.2% | +186.1% |
| All | +512.4% | +105.6% | +406.8% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling